SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Existence of weak solutions for stochastic differential equations with driving semimartingales
4 references·0 citing·13 second hop
Existence of weak solutions for stochastic differential equations with driving semimartingales (1981)Existence of weak solutions for stochasti…Weak and strong solutions of stochastic differential equations (1980)Weak and strong solutions of …Une condition ctexistence et d'unicitépour les solutions fortes d'équations différentielles stochastiques (1980)Une condition ctexistence et …MULTI-DIMENSIONAL DIFFUSION PROCESSES (1980)MULTI-DIMENSIONAL DIFFUSION P…Calcul Stochastique et Problèmes de Martingales (1979)Calcul Stochastique et Problè…On stochastic differential equations (1951)On the uniqueness of solutions of stochastic differential equations (1971)Integrales stochastiques par rapport a une semimartingale vectorielle et changements de filtration (1980)Yamada-Watanabe Results for Stochastic Differential Equations with Jumps (2015)Causal optimal transport and its links to enlargement of filtrations and continuous-time stochastic optimization (2019)On the Existence, Uniqueness, Convergence and Explosions of Solutions of Systems of Stochastic Integral Equations (1977)Un Cours sur les Intégrales Stochastiques (2002)The fundamental theorem of asset pricing for unbounded stochastic processes (1998)The asymptotic elasticity of utility functions and optimal investment in incomplete markets (1999)Time-changed Lévy processes and option pricing (2003)ARCH models as diffusion approximations (1990)Chapter 49 Arch models (1994)5 Stochastic volatility (1996)
this work references cited by second hop

References

  • 1980MULTI-DIMENSIONAL DIFFUSION PROCESSES1,243 cited
  • 1979Calcul Stochastique et Problèmes de Martingales1,161 cited
  • 1980Weak and strong solutions of stochastic differential equations65 cited
  • 1980Une condition ctexistence et d'unicitépour les solutions fortes d'équations différentielles stochastiques62 cited

Cited by

No citing works inside the corpus for this window.

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work